Asset Allocation

This handles portfolio allocation decisions across asset classes using frameworks like mean-variance optimization, Black-Litterman, and risk parity. You'd reach for it when building strategic allocation targets, running constrained optimizations, or implementing tactical tilts based on market views. It covers the practical stuff like glide path design for target-date funds, core-satellite structures, and asset-liability matching for pension portfolios. The worked examples show actual calculations for three-asset MVO and blending investor views with equilibrium returns. Heavy on the math (covariance matrices, risk contribution formulas) but that's the nature of allocation work. It's a Layer 4 portfolio construction tool, so it assumes you've already handled the security-level analysis elsewhere.

Install to Claude Code

npx -y skills add joellewis/finance_skills --skill asset-allocation --agent claude-code